Convert to quarterly
newfts = toquarterly(oldfts) newfts = toquarterly(oldfts, 'ParameterName', ParameterValue, ...)
 Financial time series object 
newfts = toquarterly(oldfts)
converts a
financial time series of any frequency to a quarterly frequency. The
default quarterly days are the last business day of March, June, September,
and December. toquarterly
uses holidays.m
to
determine valid trading days.
Note
If Empty ( 
newfts = toquarterly(oldfts, 'ParameterName', ParameterValue,
...)
accepts parameter name/parameter value pairs as input,
as specified in the following table.
Parameter Name  Parameter Value  Description  


 Returns the cumulative sum of the values between each
quarter. Data for missing dates are given the value  
 Returns the exact value at the endofquarter date. No data manipulation occurs.  
 (Default) Returns the values located at the endofquarter
date. If there is missing data,  
 Returns an averaged quarterly value that only takes into
account dates with data (non  
 This mode is compatible with previous versions of this
function (Version 2.1.x and earlier). It returns an averaged endofquarter
value using a previous  
 

 Generates a financial time series that ranges from (or
between) the first date to the last date in  
 (Default) Generates a financial time series that ranges
from the first date to the last date in NYSE market
closures, holidays, and weekends are observed if  

 (Default) Returns all quarterly dates between the start
and end dates of
 
 Returns only quarterly dates that exist in  

 (Default) The endofquarter date is the last day (or last business day) of the quarter.  
 Specifies a particular endofquarter day. Months that
do not contain the specified endofquarter day return the last day
of the quarter instead (for example,  
 1  12  Last month of the first quarter. All subsequent quarterly dates are based on this month. The default endoffirstquarter month is March (3).  
 [  Denotes the minimum number of days that constitute a odd quarter at the endpoints of the time series (before the first whole period and after the last whole period).
A single value input for
 
The following diagram is a general depiction of the factors involved in the determination of endpoints for this function.
 

 Returns only the observation that occurs at the first (earliest) time for a specific date.  
 (Default) Returns only the observation that occurs at the last (latest) time for a specific date.  
 Vector of dates specifying an alternate set of market closure dates.  
 Excludes all holidays.  
 Vector of length 7 containing 0's and 1's. The value
1 indicates a weekend day. The first element of this vector corresponds
to Sunday. For example, when Saturday and Sunday are weekend
days (default) then 